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I would guess most do springs because they have the electronic PASM shocks which complicates the process of switching to coilovers. I have the KW HAS kit which I'm very happy with. If I didn't have the PASM shocks I would of definitely done full coilovers.
All depends what you want. Coilovers usually means track use so for those folks it is worth it. Certainly if you just want the adjustibilty I believe Bilstein makes a sleeve kit which would be a compromise in the middle.
I did TECHART springs and an perfectly happy with them. Perfect ride height. Slightly better handling. Normal is like sport and sport suspension is even stiffer. I used to drive with sport suspension on all the time now I never touch it. Cost effective. Check out Tag motorsports. They have good prices.
also, I did spacers at the same time. 7 front and 15mm rear